A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
We develop a comprehensive mathematical framework for polynomial jump-diffusions in a semimartingale context, which nest affine jump-diffusions and have broad applications in finance. We show that the polynomial property is preserved under polynomial transformations and Lévy time change. We present a generic method for…
F. Jaeger presented the two-variable Kauffman polynomial of an unoriented link L as a weighted sum of HOMFLY-PT polynomials of oriented links associated with L. Murakami, Ohtsuki and Yamada (MOY) used planar graphs and a recursive evaluation of these graphs to construct a state model for the sl(n)-link invariant (a one…
The SO(3) Kauffman polynomial and the chromatic polynomial of planar graphs are categorified by a unique extension of the Khovanov homology framework. Many structural observations and computations of homologies of knots and spin networks are included.
Polynomial inequalities lie at the heart of many mathematical disciplines. In this paper, we consider the fundamental computational task of automatically searching for proofs of polynomial inequalities. We adopt the framework of semi-algebraic proof systems that manipulate polynomial inequalities via elementary inferen…
In the setting of polynomial jump-diffusion dynamics, we provide an explicit formula for computing correlators, namely, cross-moments of the process at different time points along its path. The formula appears as a linear combination of exponentials of the generator matrix, extending the well-known moment formula for p…
The pioneering work of Jones and Kauffman unveiled a fruitful relationship between statistical mechanics and knot theory. Recently, Jones introduced two subgroups F and T of the Thompson groups F and T, respectively, together with a procedure that associates an oriented link diagram to any element o…
MAP perturbation models have emerged as a powerful framework for inference in structured prediction. Such models provide a way to efficiently sample from the Gibbs distribution and facilitate predictions that are robust to random noise. In this paper, we propose a provably polynomial time randomized algorithm for learn…
The problem of high-dimensional path-dependent optimal stopping (OS) is important to multiple academic communities and applications. Modern OS tasks often have a large number of decision epochs, and complicated non-Markovian dynamics, making them especially challenging. Standard approaches, often relying on ADP, dualit…
Estimates hybrid dynamical systems with polynomial expansions and Markovian switching.
problem Identifying hybrid dynamical systems with nonlinear autoregressive exogenous (NARX) components and Markovian switching.
method Probabilistic framework using Expectation Maximization for parameter estimation, including submodel coefficients, hidden state values, and transition probabilities. Disentangles mode classification and NARX regression tasks. Uses soft-labels and coordinate descent approach for parameter fitting.
result Demonstrated on a SMNARX problem with three nonlinear sub-models, achieving parsimonious models through l1-norm bridge estimation and hard-thresholding.
The elaboration of new quantization methods has recently developed the interest in the study of subalgebras of the Lie algebra of polynomial vector fields over a Euclidean space. In this framework, these subalgebras define maximal equivariance conditions that one can impose on a linear bijection between observables tha…
This paper introduces a conceptual framework, in the context of quantum topology and the algebras underlying it, for analyzing relations obeyed by the chromatic polynomial χ(Q) of planar graphs. Using it we give new proofs and substantially extend a number of classical results concerning the combinatorics of the chroma…
In this paper we give a quantum statistical interpretation for the bracket polynomial state sum <K> and for the Jones polynomial. We use this quantum mechanical interpretation to give a new quantum algorithm for computing the Jones polynomial. This algorithm is useful for its conceptual simplicity, and it applies to al…
In this paper, we investigate the capability of the universal Kriging (UK) model for single-objective global optimization applied within an efficient global optimization (EGO) framework. We implemented this combined UK-EGO framework and studied four variants of the UK methods, that is, a UK with a first-order polynomia…